GNU Scientific Library: numerical integration

Lecture

1. GSL: numerical integration.

Reading

1. Introduction to numerical integration in GSL manual;
2. Learn the interfaces to the following structures and functions:
   • gsl_function (providing the function to integrate)
   • gsl_integration_qag (adaptive Gauss-Kronrod integrator)
   • gsl_integration_qags (singular integrand)
   • gsl_integration_qagi (infinite interval)
   • gsl_integration_qagiu (infinite upper interval)
   • gsl_integration_qagil (infinite lower interval)
   • gsl_integration_cquad (new fashionable algorithm)
3. Look at the 'Numerical Integration Examples'.

Exercises

1. Questions 9.
2. Exercise "integ".